CME Pit-Traded Corn Future May 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 638-0 648-0 10-0 1.6% 639-0
High 645-2 657-2 12-0 1.9% 641-0
Low 637-0 646-6 9-6 1.5% 604-0
Close 639-6 651-4 11-6 1.8% 603-6
Range 8-2 10-4 2-2 27.3% 37-0
ATR 12-7 13-2 0-3 2.5% 0-0
Volume 31,440 62,706 31,266 99.4% 139,065
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 683-3 677-7 657-2
R3 672-7 667-3 654-3
R2 662-3 662-3 653-3
R1 656-7 656-7 652-4 659-5
PP 651-7 651-7 651-7 653-2
S1 646-3 646-3 650-4 649-1
S2 641-3 641-3 649-5
S3 630-7 635-7 648-5
S4 620-3 625-3 645-6
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 727-2 702-4 624-1
R3 690-2 665-4 613-7
R2 653-2 653-2 610-4
R1 628-4 628-4 607-1 622-3
PP 616-2 616-2 616-2 613-2
S1 591-4 591-4 600-3 585-3
S2 579-2 579-2 597-0
S3 542-2 554-4 593-5
S4 505-2 517-4 583-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 657-2 604-0 53-2 8.2% 9-3 1.4% 89% True False 40,871
10 657-2 604-0 53-2 8.2% 11-2 1.7% 89% True False 31,846
20 657-2 590-4 66-6 10.2% 8-5 1.3% 91% True False 24,733
40 657-2 530-6 126-4 19.4% 8-6 1.3% 95% True False 24,183
60 657-2 530-6 126-4 19.4% 9-6 1.5% 95% True False 22,776
80 657-2 474-4 182-6 28.1% 10-2 1.6% 97% True False 21,273
100 657-2 438-0 219-2 33.7% 9-4 1.5% 97% True False 19,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 701-7
2.618 684-6
1.618 674-2
1.000 667-6
0.618 663-6
HIGH 657-2
0.618 653-2
0.500 652-0
0.382 650-6
LOW 646-6
0.618 640-2
1.000 636-2
1.618 629-6
2.618 619-2
4.250 602-1
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 652-0 646-0
PP 651-7 640-5
S1 651-5 635-1

These figures are updated between 7pm and 10pm EST after a trading day.

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